Manually seting VAR coefs
Posted: Mon May 14, 2018 1:15 am
Hi Eviews,
I am new to Eviews. I wonder that is there anyway to manually set VAR coefficient matrix after estimating to compute IRFs? For example, I estimate a VAR model, then I do experiment by imposing some coefficients = 0 or any values, and redraw and compare theirs IRFs.
I see that Eviews VAR data members are read-only attributes, hence, doing so needs to program each equation. If it could coerce coeff matrix to the current VAR object things would be easier as we can go back and forth. Any idea?
Thanks.
I am new to Eviews. I wonder that is there anyway to manually set VAR coefficient matrix after estimating to compute IRFs? For example, I estimate a VAR model, then I do experiment by imposing some coefficients = 0 or any values, and redraw and compare theirs IRFs.
I see that Eviews VAR data members are read-only attributes, hence, doing so needs to program each equation. If it could coerce coeff matrix to the current VAR object things would be easier as we can go back and forth. Any idea?
Thanks.